MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,301
COMMITMENTS
1,688 6,236 10,842 32,702 21,688 45,232 38,766 5,069 11,536
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 3,796)
308 308 1,280 1,911 1,055 3,499 2,643 297 1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 12.4 21.6 65.0 43.1 89.9 77.1 10.1 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
11 24 22 41 33 65 67
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 228,677
COMMITMENTS
63,918 13,131 50,823 90,583 132,839 205,323 196,793 23,354 31,884
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 5,200)
2,392 758 1,778 1,590 3,738 5,760 6,274 -560 -1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 5.7 22.2 39.6 58.1 89.8 86.1 10.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
99 53 100 48 59 201 173
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 442,433
COMMITMENTS
134,053 12,426 134,142 142,556 212,125 410,752 358,694 31,681 83,740
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 11,891)
-630 -271 18,219 -3,485 -2,618 14,104 15,330 -2,212 -3,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 2.8 30.3 32.2 47.9 92.8 81.1 7.2 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
162 57 122 103 184 331 321
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,798
COMMITMENTS
3,805 470 1,442 2,788 6,394 8,036 8,306 1,763 1,492
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 299)
121 -25 261 15 91 398 327 -98 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 4.8 14.7 28.5 65.3 82.0 84.8 18.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
33 13 15 17 26 60 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,066
COMMITMENTS
21,054 3,416 9,690 9,630 13,639 40,374 26,746 6,691 20,320
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 3,235)
2,287 843 1,047 -586 182 2,748 2,073 487 1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 7.3 20.6 20.5 29.0 85.8 56.8 14.2 43.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
57 33 35 37 58 116 108
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,831
COMMITMENTS
8,997 200 0 10,134 25,456 19,131 25,656 6,700 175
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,698)
1,155 0 0 532 1,760 1,687 1,760 11 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 0.8 0.0 39.2 98.5 74.1 99.3 25.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 1 0 9 13 18 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 164,275
COMMITMENTS
90,946 16,509 6,114 17,717 123,437 114,777 146,059 49,498 18,216
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -27,462)
8,687 5,193 -5,028 -36,259 -25,494 -32,599 -25,329 5,138 -2,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.4 10.0 3.7 10.8 75.1 69.9 88.9 30.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
43 13 18 19 28 72 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 33,245
COMMITMENTS
9,083 10,503 1,368 9,859 11,812 20,310 23,683 12,935 9,562
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -943)
284 -3,896 212 -1,312 4,661 -816 977 -127 -1,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 31.6 4.1 29.7 35.5 61.1 71.2 38.9 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 14 5 7 10 18 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 132,844
COMMITMENTS
114,686 4,824 385 10,122 125,898 125,193 131,107 7,651 1,737
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 5,551)
5,024 -1,584 -35 751 5,471 5,740 3,852 -189 1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.3 3.6 0.3 7.6 94.8 94.2 98.7 5.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
62 10 1 13 20 75 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 148,185
COMMITMENTS
11,479 83,297 10,990 108,670 19,981 131,139 114,268 17,046 33,917
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 11,972)
-864 6,895 2,632 10,522 2,556 12,289 12,083 -317 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 56.2 7.4 73.3 13.5 88.5 77.1 11.5 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 47 20 19 22 46 77
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 107,260
COMMITMENTS
41,104 29,505 7,214 38,920 40,596 87,238 77,315 20,022 29,945
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,066)
-214 4,850 206 2,278 -4,752 2,269 304 -1,204 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 27.5 6.7 36.3 37.8 81.3 72.1 18.7 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 38 24 19 23 63 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 239,208
COMMITMENTS
40,641 114,084 33,875 119,021 38,298 193,537 186,257 45,671 52,951
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 39,899)
-2,958 25,768 6,762 32,388 1,584 36,193 34,114 3,706 5,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 47.7 14.2 49.8 16.0 80.9 77.9 19.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
53 68 52 30 31 112 122
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 17,599
COMMITMENTS
13,621 8,132 0 1,294 8,155 14,915 16,287 2,684 1,312
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,961)
2,287 -393 0 -533 2,185 1,754 1,792 207 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.4 46.2 0.0 7.4 46.3 84.7 92.5 15.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 12 0 3 9 17 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,944,279
COMMITMENTS
1465896 423,465 3949041 5744949 6600403 11159885 10972909 784,394 971,370
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 144,822)
40,534 4,235 17,397 141,714 106,736 199,645 128,369 -54,823 16,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 3.5 33.1 48.1 55.3 93.4 91.9 6.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
83 67 123 141 142 286 277
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 382,742
COMMITMENTS
23,232 29,206 25,960 250,995 253,050 300,188 308,216 82,554 74,527
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -217,184)
-2,441 -65,263 -22,505 -124,183 -115,457 -149,130 -203,225 -68,054 -13,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.6 6.8 65.6 66.1 78.4 80.5 21.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
22 31 32 74 63 117 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,486,780
COMMITMENTS
346,724 375,610 81,594 1718958 1772696 2147276 2229900 339,505 256,880
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -1,297,260)
-343,668 -148,138 -55,923 -809,471 -759,004 -1209062 -963,065 -88,198 -334,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 15.1 3.3 69.1 71.3 86.3 89.7 13.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
98 115 74 159 179 301 324
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 99,677
COMMITMENTS
13,823 9,414 312 75,153 87,971 89,288 97,697 10,389 1,979
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -15,161)
1,151 -469 312 -16,665 -10,843 -15,202 -11,000 40 -4,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 9.4 0.3 75.4 88.3 89.6 98.0 10.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 4 1 46 38 61 43
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 12,894
COMMITMENTS
2,774 1,445 0 5,413 7,443 8,187 8,888 4,707 4,006
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -10,765)
1,251 -1,382 -1,592 -11,071 -8,466 -11,412 -11,440 647 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 11.2 0.0 42.0 57.7 63.5 68.9 36.5 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 9 10 11 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 295,543
COMMITMENTS
137,549 79,858 4,097 116,541 186,124 258,187 270,079 37,357 25,464
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -131,989)
-8,832 -17,746 -17,726 -110,452 -102,500 -137,010 -137,973 5,021 5,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 27.0 1.4 39.4 63.0 87.4 91.4 12.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
76 50 17 67 71 154 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 147,271
COMMITMENTS
84,812 9,778 2,842 26,384 118,009 114,037 130,628 33,234 16,643
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 16,574)
10,484 -569 264 3,012 11,419 13,760 11,113 2,814 5,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.6 6.6 1.9 17.9 80.1 77.4 88.7 22.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
42 9 12 11 17 58 33
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,253
COMMITMENTS
14,258 13,865 0 20,130 15,455 34,388 29,320 8,865 13,933
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,026)
79 -44 0 397 1,579 476 1,535 550 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 32.1 0.0 46.5 35.7 79.5 67.8 20.5 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 12 0 15 12 31 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,809
COMMITMENTS
18,573 4,600 539 11,860 16,358 30,972 21,497 5,837 15,312
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 4,459)
2,392 1,682 245 1,418 686 4,055 2,613 404 1,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 12.5 1.5 32.2 44.4 84.1 58.4 15.9 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 10 2 17 18 34 29
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,501
COMMITMENTS
5,728 270 80 18,847 25,547 24,655 25,897 2,846 1,604
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -1,864)
1,285 -257 -3 -2,190 -1,118 -908 -1,378 -956 -486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 1.0 0.3 68.5 92.9 89.7 94.2 10.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 1 1 15 17 24 19
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 19,973
COMMITMENTS
4,366 793 82 8,715 17,340 13,163 18,215 6,810 1,758
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -5,196)
989 -115 82 -4,725 -2,601 -3,654 -2,634 -1,542 -2,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 4.0 0.4 43.6 86.8 65.9 91.2 34.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 2 1 10 9 18 12
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 18,761
COMMITMENTS
4,417 1,706 0 12,593 16,117 17,010 17,823 1,751 938
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 205)
-77 138 0 113 398 36 536 169 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 9.1 0.0 67.1 85.9 90.7 95.0 9.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 4 0 6 3 16 7
Updated March 26, 2010